{
  "baseline": {
    "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json",
    "i_long_entry_activation_threshold": 90.0,
    "i_long_exit_activation_threshold": 210.0,
    "i_long_exit_activation_confirmation_threshold": -260.0,
    "i_trailing_stop_threshold": 20.0,
    "i_use_long_exit_confirmation": true,
    "i_use_long_entry_confirmation": false,
    "i_regime_window": 0,
    "i_regime_entry_min_score": -1000.0,
    "i_mvrv_suppress_bear": false,
    "i_exit_score_window": 1,
    "i_entry_score_window": 1,
    "Comparison_Fingerprint": "7d937ea2895b33bc1bed7f81002396987f7de7348e70ea492a7b97000364c03b",
    "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b",
    "Evaluation_Status": "complete",
    "Evaluation_Key": "c044d24fc9709f299c041f6a163a2d2fe5dc09a84e54608489f0ef24204c5b43",
    "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 210.72986879123184, \"dd_pct\": -23.159615075053928, \"calmar\": 9.109445780206665, \"cagr_pct\": 210.97125781666065, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 36.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.607679480946264, \"sortino\": 4.371118198838951}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 61.855524930419236, \"dd_pct\": -21.077531272897254, \"calmar\": 2.9371996065310975, \"cagr_pct\": 61.908916561400716, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6236815152627069, \"sortino\": 2.569170007696321}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 46.68270383509565, \"dd_pct\": -19.050045818215743, \"calmar\": 3.498329221715552, \"cagr_pct\": 66.64333196088428, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 44.981751824817515, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6019937019313901, \"sortino\": 2.461675644494242}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 87.41420583439854, \"dd_pct\": -17.82733869117159, \"calmar\": 4.907903409562497, \"cagr_pct\": 87.49485634582648, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 74.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8948245715386989, \"sortino\": 2.8398764468779443}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.320333648079508, \"dd_pct\": -22.493549431716286, \"calmar\": -1.3867028325420614, \"cagr_pct\": -31.19186871088585, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 26.490066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5573050131409198, \"sortino\": -1.900131478103375}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2846.9437410909486, \"dd_pct\": -50.49762223079578, \"calmar\": 1.0044889721329684, \"cagr_pct\": 50.72430464977099, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 40.52124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.342938026699569, \"sortino\": 2.0677926103137656}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 128.79529763226554, \"dd_pct\": -50.49762223079578, \"calmar\": 0.6092477710683875, \"cagr_pct\": 30.765563788365778, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 33.25199645075421, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9260079215523059, \"sortino\": 1.3904056971973187}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1188.0263587529957, \"dd_pct\": -23.159615075053928, \"calmar\": 2.7670594892320834, \"cagr_pct\": 64.08403266039039, \"entries\": 40, \"exits\": 41, \"exposure_pct\": 44.86737400530504, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.601390450867634, \"sortino\": 2.5076197598348493}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]",
    "Additional_Threshold_Budget": 0,
    "Total Trades": 59,
    "Total P&L %": 2846.9437410909486,
    "Sharpe Ratio": 1.342938026699569,
    "Sortino Ratio": 2.0677926103137656,
    "Calmar Ratio": 1.0044889721329684,
    "P&L/DD Ratio": 0.0,
    "Max Drawdown %": -50.49762223079578,
    "% In Market": 40.52124833997344,
    "Composite": 3.608975612678208,
    "Min_Trades_Floor": 25,
    "Sub1_Calmar": 0.6092477710683875,
    "Sub1_Sortino": 1.3904056971973187,
    "Sub1_Trades": 19,
    "Sub2_Calmar": 2.7670594892320834,
    "Sub2_Sortino": 2.5076197598348493,
    "Sub2_Trades": 40,
    "WFO_Score": 3.217764414123325,
    "WFO_Min_Fold": 2.9371996065310975,
    "WFO_Neg_Folds": 0,
    "WFO_Fold_Calmars": "[2.9372, 3.498329]",
    "OOS_Total Trades": 0,
    "OOS_Total P&L %": 0.0,
    "OOS_Sortino Ratio": 0.0,
    "OOS_Calmar Ratio": 0.0,
    "OOS_Max Drawdown %": 0.0,
    "OOS_Bear_Pct": 54.17867435158501,
    "OOS_Neutral_Pct": 35.30259365994236,
    "OOS_Bull_Pct": 10.518731988472622,
    "Fragile_0.05": 0,
    "Fragile_1.0": 12,
    "source": "current",
    "Stability_Status": "passed",
    "Stability_Report": "{\"max_drawdown_worsening_pp\": 1.0, \"max_wealth_loss_pct\": 1.0, \"passed\": true, \"trials\": [{\"delta\": -1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 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    "source": "frozen_research",
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    "Stability_Evaluation_Key": "24d3cd82f8908dd09f6a86c9d814dc262859597fb3a1d2289e4539aa71fe61c3",
    "Stability_Context": "7d937ea2895b33bc1bed7f81002396987f7de7348e70ea492a7b97000364c03b"
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}